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Universite Paris-Dauphine Research Papers Series

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Viewing: 1 - 50 of 336 papers

1.

COVID-19 Vaccination and Data Protection Issues: A European Comparative Study With Focuses on France, Germany, Belgium, and Switzerland

MPILux Research Paper 2021(3), Université Paris-Dauphine Research Paper No. 3841427
Number of pages: 64 Posted: 03 Jun 2021
Working Paper Series
Université Paris Dauphine and University of Bonn
Downloads 41
2.

Bankruptcy Costs and the Design of Preventive Restructuring Procedures

Banque de France Working Paper No. 810, Université Paris-Dauphine Research Paper No. 3840236
Number of pages: 58 Posted: 06 May 2021
Working Paper Series
Université Paris IX Dauphine and Banque de France
Downloads 15
3.

Women Directors and E&S Performance: Evidence from Board Gender Quotas

European Corporate Governance Institute – Finance Working Paper No. 760/2021, Université Paris-Dauphine Research Paper No. 3832100
Number of pages: 51 Posted: 23 Apr 2021 Last Revised: 16 Jun 2021
Working Paper Series
Université Paris-Dauphine, PSL Research University and Université Paris-Dauphine, PSL Research University
Downloads 183
4.

From Forecast to Decisions in Graphical Models: A Natural Gradient Optimization Approach

Université Paris-Dauphine Research Paper No. 3813403
Number of pages: 25 Posted: 13 Apr 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, A.I. Square Connect, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 2,224
5.

Optimal Dynamic Regulation of Carbon Emissions Market: A Variational Approach

Université Paris-Dauphine Research Paper No. 3792384
Number of pages: 30 Posted: 22 Mar 2021
Working Paper Series
Université Paris-Dauphine and affiliation not provided to SSRN
Downloads 33
6.

From the First World War to the National Recovery Administration (1917-1935) - The Case for Regulated Competition in the United States during the Interwar Period

CIRANO Working Paper 2020S-66, Université Paris-Dauphine Research Paper No. 3748747
Number of pages: 37 Posted: 19 Mar 2021
Working Paper Series
Université Paris Dauphine and Research Group on Law, Economics and Management (UMR CNRS 7321 GREDEG) / Université Nice Sophia Antipolis
Downloads 40
7.

The Effects of the Adoption of IFRS 9 on the Comparability and the Predictive Ability of Banks' Loan Loss Allowances

Université Paris-Dauphine Research Paper No. 3782584
Number of pages: 54 Posted: 10 Mar 2021
Working Paper Series
Université Perpignan Via Domitia - Montpellier Research in Management (MRM), Université d'Evry - Val d'Essonne and University Paris-Dauphine - DRM Finance
Downloads 88
8.

Equilibrium CEO Contract with Belief Heterogeneity

Université Paris-Dauphine Research Paper No. 3761935
Number of pages: 52 Posted: 18 Feb 2021
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), Université Paris Dauphine - CEREMADE and Univ. Paris Dauphine - CEREMADE
Downloads 12
9.

Voting Behavior in One-Shot and Iterative Multiple Referenda

Université Paris-Dauphine Research Paper No. 3747713
Number of pages: 36 Posted: 01 Feb 2021
Working Paper Series
University of Toulouse 1 - Institut de Recherche en Informatique de Toulouse (IRIT), Université Paris Dauphine, WU Vienna Institute for Markets and Strategy and Université Paris-Dauphine, PSL Research University
Downloads 36
10.

AAMDRL: Augmented Asset Management With Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702113
Number of pages: 15 Posted: 28 Jan 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale, Université Paris Dauphine and SGCIB
Downloads 2,179
11.

Equilibrium Data Mining and Data Abundance

HEC Paris Research Paper No. FIN-2020-1393, Université Paris-Dauphine Research Paper No. 3710495
Number of pages: 47 Posted: 27 Jan 2021 Last Revised: 08 Apr 2021
Working Paper Series
Université Paris-Dauphine, PSL Research University and HEC Paris - Finance Department
Downloads 154
12.

Augmenting Investment Decisions with Robo-Advice

Université Paris-Dauphine Research Paper No. 3751620
Number of pages: 45 Posted: 07 Jan 2021 Last Revised: 07 Jul 2021
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Amundi Asset Management
Downloads 179
13.

Bail-in vs. Bailout: A Persuasion Game

Université Paris-Dauphine Research Paper No. 3736093
Number of pages: 45 Posted: 06 Jan 2021
Working Paper Series
Université Paris Dauphine - LEDa-SDFi and Université Paris Dauphine
Downloads 58
14.

Gender Stereotypes Can Explain the Gender-Equality Paradox

IZA Discussion Paper No. 13904, Université Paris-Dauphine Research Paper No. 3743128
Number of pages: 58 Posted: 07 Dec 2020
Working Paper Series
Banque de France, Univ. Paris Dauphine - CEREMADE, CNRS and Université Paris-Dauphine and affiliation not provided to SSRN
Downloads 45
15.

Green Sentiment in Financial Markets: A Global Warning

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Université Paris-Dauphine Research Paper No. 3710489
Number of pages: 41 Posted: 14 Oct 2020
Working Paper Series
Université Paris Dauphine and ESCP Europe
Downloads 143
16.

Detecting and Adapting to Crisis Pattern with Context Based Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3688353
Number of pages: 9 Posted: 10 Sep 2020 Last Revised: 16 Jun 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Université Paris Dauphine and Université Paris Dauphine
Downloads 2,090
17.

Live Fast, Die Young: Equilibrium and Survival in Large Economies

Economic Theory, Forthcoming, Université Paris-Dauphine Research Paper No. 3603872
Number of pages: 47 Posted: 11 Jun 2020
Accepted Paper Series
Université Paris Dauphine - Department of Finance and Univ. Paris Dauphine - CEREMADE
Downloads 20
18.

Adoption of IAS/IFRS, Liquidity Constraints, and Credit Rationing: The Case of the European Banking Industry

Quarterly Review of Economics and Finance, Vol. 63, 2017, Université Paris-Dauphine Research Paper No. 3601597
Posted: 09 Jun 2020
Accepted Paper Series
Université Paris-Dauphine, PSL Research University
19.

'banks' earnings': Empirical Evidence of the Influence of Economic and Financial Market Factors

Review of Financial Economics, Vol. 36, No. 2, 2018, Université Paris-Dauphine Research Paper No. 3601583
Posted: 09 Jun 2020
Accepted Paper Series
Université Paris-Dauphine, PSL Research University
20.

Number Processing and Price Dynamics: A Market Experiment

Université Paris-Dauphine Research Paper No. 3548122
Number of pages: 45 Posted: 27 Mar 2020
Working Paper Series
Université Paris-Dauphine, PSL Research University, Université Montpellier I, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Montpellier
Downloads 28
21.

A Policy Iteration Algorithm for Nonzero-Sum Stochastic Impulse Games

ESAIM: ProcS: 27-45, 2019, Université Paris-Dauphine Research Paper No. 3530120
Number of pages: 23 Posted: 27 Feb 2020
Accepted Paper Series
Université Paris-Dauphine, affiliation not provided to SSRN, Ecole Nationale d'Ingénieurs de Tunis (ENIT), London School of Economics & Political Science (LSE) and affiliation not provided to SSRN
Downloads 6
22.

Futures Market Liquidity and the Trading Cost of Trend Following Strategies

Université Paris-Dauphine Research Paper No. 3523005
Posted: 14 Feb 2020
Working Paper Series
KeyQuant and Université Paris Dauphine - DRM-CEREG
23.

Diversifying Trends

Université Paris-Dauphine Research Paper No. 3523001
Number of pages: 41 Posted: 14 Feb 2020
Working Paper Series
KeyQuant and Université Paris Dauphine - DRM-CEREG
Downloads 143
24.

Gender Pay Gap, Labor Unions and Firm Performance

Université Paris-Dauphine Research Paper No. 3519647
Number of pages: 45 Posted: 03 Feb 2020
Working Paper Series
Université Paris-Dauphine, PSL Research University and Université Paris-Dauphine, PSL Research University
Downloads 129
25.

Mixture of Distribution Hypothesis: Analyzing Daily Liquidity Frictions and Information Flows

Journal of Econometrics, Vol. 201, 2017, Université Paris-Dauphine Research Paper No. 3515235
Posted: 30 Jan 2020
Accepted Paper Series
Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France
26.

Untangling Systemic Risk in Financialized Commodity Markets

Université Paris-Dauphine Research Paper No. 3508275
Number of pages: 54 Posted: 14 Jan 2020
Working Paper Series
Paris Dauphine University, Department of Finance
Downloads 56
27.

Gradual College Admission

Université Paris-Dauphine Research Paper No. 3488038, Baruch College Zicklin School of Business Research Paper No. 2019-11-03
Number of pages: 44 Posted: 01 Dec 2019 Last Revised: 05 Mar 2021
Working Paper Series
CUNY Baruch College and Université Paris Dauphine - CEREMADE
Downloads 17
28.

Encouraging Long-Term Shareholders: The Effects of Loyalty Shares with Double Voting Rights

Université Paris-Dauphine Research Paper No. 3475429, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 43 Posted: 29 Oct 2019
Working Paper Series
Université de Cergy-Pontoise, Université Paris-Dauphine, PSL Research University and University of Texas at Austin - Department of Finance
Downloads 288
29.

Does Debt Curb Controlling Shareholders’ Private Benefits? Modelling in a Contingent Claim Framework

Université Paris-Dauphine Research Paper No. 3447201
Number of pages: 55 Posted: 07 Sep 2019
Working Paper Series
Université Paris Dauphine
Downloads 19
30.

Granular Borrowers

Université Paris-Dauphine Research Paper No. 3391768
Number of pages: 54 Posted: 07 Jun 2019
Working Paper Series
Paris Dauphine University, Banque de France and University of Orleans
Downloads 68
31.

A Theory of Participation in OTC and Centralized Markets

NBER Working Paper No. w25887, Université Paris-Dauphine Research Paper No. 3398056
Number of pages: 41 Posted: 05 Jun 2019 Last Revised: 30 Mar 2021
Working Paper Series
Université Paris-Dauphine, PSL Research University, Johns Hopkins Carey Business School and University of California, Los Angeles

Multiple version iconThere are 2 versions of this paper

Downloads 4
32.

NGO-GM: Natural Gradient Optimization for Graphical Models

Université Paris-Dauphine Research Paper No. 3387874
Number of pages: 18 Posted: 03 Jun 2019
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and A.I. Square Connect
Downloads 1,644
33.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Working Paper Series
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 280
34.

Option-Implied Volatility Measures and Stock Return Predictability

Journal of Derivatives, Vol. 24, No.1, 58-78, 2016, https://doi.org/10.3905/jod.2016.24.1.058
Posted: 20 May 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
University of Liverpool, NEOMA Business School, Lancaster University - Department of Accounting and Finance and Yasar University - Department of International Trade and Finance
35.

Are Global Value Chains Receding? The Jury Is Still Out. Key Findings from the Analysis of Deflated World Trade in Parts and Components

Banque de France Working Paper March 2019, WP #715 , Université Paris-Dauphine Research Paper No. 3359558
Number of pages: 41 Posted: 25 Mar 2019
Working Paper Series
Banque de France, Université Paris-Dauphine, PSL Research University and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)
Downloads 31
36.

Gender Pay Gap in French Public Administration: An Application of a Novel Three-Step Approach of Blinder-Oaxaca Decomposition with Fixed Effect Model

Université Paris-Dauphine Research Paper No. 3337866
Number of pages: 26 Posted: 12 Mar 2019
Working Paper Series
Ecole des Ponts ParisTech and Faculty of Law, KU Leuven
Downloads 42
37.

Multiproduct Retailing and Consumer Shopping Behavior: The Role of Shopping Costs

Université Paris-Dauphine Research Paper No. 3327387, International Journal of Industrial Organization, Vol. 68, January 2020, 102560.
Number of pages: 60 Posted: 12 Feb 2019 Last Revised: 15 Jan 2020
Accepted Paper Series
Universidad del Rosario and Université Paris-Dauphine
Downloads 31
38.

Climate Risk and Capital Structure

Université Paris-Dauphine Research Paper No. 3327185, European Corporate Governance Institute – Finance Working Paper No. 737/2021
Number of pages: 64 Posted: 12 Feb 2019 Last Revised: 09 Mar 2021
Working Paper Series
Université Paris-Dauphine, PSL Research University and Université Paris-Dauphine, PSL Research University
Downloads 1,373
39.

Tick Size, Trading Strategies and Market Quality

Fisher College of Business Working Paper No. 2019-03-03, Charles A. Dice Center Working Paper No. 2019-3, Université Paris-Dauphine Research Paper No. 3330807
Number of pages: 60 Posted: 08 Feb 2019 Last Revised: 14 Apr 2021
Working Paper Series
The Ohio State University - Fisher College of Business, The University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin and Université Paris Dauphine - Department of Finance
Downloads 693
40.

Is Bigger Always Better? the Unit Effect in Carbon Emissions Information

International Journal of Research in Marketing (Replication Corner), 2016, 33(1), Université Paris-Dauphine Research Paper No. 3309209
Number of pages: 11 Posted: 16 Jan 2019
Working Paper Series
Erasmus University, Rotterdam School of Management, University Paris-Est Créteil (UPEC) and Université Paris Dauphine
Downloads 6
41.

Smart Systemic-Risk Scores

Number of pages: 49 Posted: 06 Nov 2018 Last Revised: 17 Dec 2018
Working Paper Series
Université Paris Dauphine - LEDa-SDFi
Downloads 138
42.

Tying Allocation to Selection in the Core-Satellite Framework

Number of pages: 22 Posted: 27 Aug 2018 Last Revised: 10 Sep 2018
Working Paper Series
University of Paris 9 Dauphine, DRM-Finance
Downloads 57
43.

Building a Customer Base Under Liquidity Constraints

Number of pages: 79 Posted: 25 Aug 2018 Last Revised: 21 Jan 2020
Working Paper Series
Paris Dauphine University and National Institute of Statistics and Economic Studies (INSEE), Center for Research in Economics and Statistics (CREST), Students
Downloads 58
44.

Trends Everywhere? The Case of Hedge Fund Styles

Number of pages: 45 Posted: 20 Aug 2018 Last Revised: 05 Nov 2019
Working Paper Series
KeyQuant and Université Paris Dauphine - DRM-CEREG

Multiple version iconThere are 2 versions of this paper

Downloads 155
45.

Bivariate INAR Processes with Application to Mutual Fund Share Purchase/Redemption Counts

Number of pages: 47 Posted: 14 Aug 2018
Working Paper Series
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France, Dept. Maths & Statis, Concordia University and Université Paris-Dauphine, PSL Research University
Downloads 43
46.

The Role of Financial Investors in Determining the Commodity Futures Risk Premium

Journal of Futures Markets (forthcoming)
Number of pages: 25 Posted: 14 Aug 2018 Last Revised: 20 Apr 2020
Accepted Paper Series
Paris Dauphine University, PSL Research University
Downloads 60
47.

Implementing the Median

UNSW Business School Research Paper No. 2018-11
Number of pages: 15 Posted: 12 Jul 2018
Working Paper Series
Université Paris Dauphine, University of New South Wales (UNSW) and University of Cyprus
Downloads 44
48.

Pricing Without Martingale Measure

Number of pages: 33 Posted: 30 Jun 2018
Working Paper Series
Université Paris Dauphine - PSL Research University, Université Paris VII Denis Diderot and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 34
49.

Build or Buy? Human Capital and Corporate Diversification

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 41 Posted: 05 Jun 2018 Last Revised: 01 Oct 2019
Working Paper Series
Paris Dauphine University, University of Toronto - Rotman School of Management and Ohio State University (OSU)

Multiple version iconThere are 2 versions of this paper

Downloads 49
50.

Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?

Journal of Corporate Finance, Forthcoming
Number of pages: 67 Posted: 04 Jun 2018 Last Revised: 10 Apr 2020
Accepted Paper Series
Université Paris Dauphine - PSL and University of Bristol
Downloads 100